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Search: subject:"value at risk"
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Value at Risk
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Štolc, Zdeněk
2
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Acta Oeconomica Pragensia
3
Acta oeconomica Pragensia : vědecký časopis Vysoke Školy Ekonomické v Praze
1
Czech Journal of Economics and Finance (Finance a uver)
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RePEc
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ECONIS (ZBW)
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1
Aplikace FIGARCH a EWMA modelu° na burzovní indexy PX a BUX
Štolc, Zdeněk
- In:
Acta oeconomica Pragensia : vědecký časopis Vysoke …
19
(
2011
)
4
,
pp. 25-38
Persistent link: https://www.econbiz.de/10009376296
Saved in:
2
Posouzení modelů odhadu tržního rizika s využitím DEA přístupu
Kresta, Aleš
;
Tichý, Tomáš
;
Toloo, Mehdi
- In:
Politická ekonomie : teorie, modelování, aplikace
65
(
2017
)
2
,
pp. 161-178
Persistent link: https://www.econbiz.de/10011853736
Saved in:
3
Application of FIGARCH and EWMA Models on Stock Indices PX and BUX
Štolc, Zdeněk
- In:
Acta Oeconomica Pragensia
2011
(
2011
)
4
,
pp. 25-38
-distribution and used to the calculation of the 1-day 95% and 99%
Value
at
Risk
values. Finally, the validity of the models is verified … alternative to the EWMA model in the
Value
at
Risk
calculation. …
Persistent link: https://www.econbiz.de/10009294290
Saved in:
4
Market liquidity risk and its incorporation into
value
at
risk
Strnad, Petr
- In:
Acta Oeconomica Pragensia
2009
(
2009
)
2
,
pp. 21-37
Over the past few years, the
Value
at
Risk
indicator (VaR) has evolved, without doubt, into the most frequently used …
Persistent link: https://www.econbiz.de/10005079050
Saved in:
5
Value-at-Risk
and Dynamic Risk Measures
Stuchlíková, Zuzana
- In:
Acta Oeconomica Pragensia
2005
(
2005
)
1
,
pp. 82-93
Value-at-Risk
(VaR), nowadays widely used to asses exposure to market and credit risk, is presented. Four different …
Persistent link: https://www.econbiz.de/10005036377
Saved in:
6
Hedging Strategies and Financial Risks
Zmeškal, Zdenìk
- In:
Czech Journal of Economics and Finance (Finance a uver)
54
(
2004
)
1-2
,
pp. 50-63
select hedging strategies. Five basic hedging strategies ? delta hedging, minimum variance, minimum
value
at
risk
, maximum …
Persistent link: https://www.econbiz.de/10008495620
Saved in:
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